| Trading Metrics calculated at close of trading on 23-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2015 |
23-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
10,202.0 |
10,651.0 |
449.0 |
4.4% |
10,090.5 |
| High |
10,595.0 |
10,867.0 |
272.0 |
2.6% |
10,867.0 |
| Low |
10,202.0 |
10,604.0 |
402.0 |
3.9% |
10,088.0 |
| Close |
10,510.5 |
10,792.0 |
281.5 |
2.7% |
10,792.0 |
| Range |
393.0 |
263.0 |
-130.0 |
-33.1% |
779.0 |
| ATR |
209.2 |
219.7 |
10.5 |
5.0% |
0.0 |
| Volume |
1,636 |
850 |
-786 |
-48.0% |
6,446 |
|
| Daily Pivots for day following 23-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,543.3 |
11,430.7 |
10,936.7 |
|
| R3 |
11,280.3 |
11,167.7 |
10,864.3 |
|
| R2 |
11,017.3 |
11,017.3 |
10,840.2 |
|
| R1 |
10,904.7 |
10,904.7 |
10,816.1 |
10,961.0 |
| PP |
10,754.3 |
10,754.3 |
10,754.3 |
10,782.5 |
| S1 |
10,641.7 |
10,641.7 |
10,767.9 |
10,698.0 |
| S2 |
10,491.3 |
10,491.3 |
10,743.8 |
|
| S3 |
10,228.3 |
10,378.7 |
10,719.7 |
|
| S4 |
9,965.3 |
10,115.7 |
10,647.4 |
|
|
| Weekly Pivots for week ending 23-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,919.3 |
12,634.7 |
11,220.5 |
|
| R3 |
12,140.3 |
11,855.7 |
11,006.2 |
|
| R2 |
11,361.3 |
11,361.3 |
10,934.8 |
|
| R1 |
11,076.7 |
11,076.7 |
10,863.4 |
11,219.0 |
| PP |
10,582.3 |
10,582.3 |
10,582.3 |
10,653.5 |
| S1 |
10,297.7 |
10,297.7 |
10,720.6 |
10,440.0 |
| S2 |
9,803.3 |
9,803.3 |
10,649.2 |
|
| S3 |
9,024.3 |
9,518.7 |
10,577.8 |
|
| S4 |
8,245.3 |
8,739.7 |
10,363.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,867.0 |
10,088.0 |
779.0 |
7.2% |
210.5 |
2.0% |
90% |
True |
False |
1,289 |
| 10 |
10,867.0 |
9,898.5 |
968.5 |
9.0% |
173.7 |
1.6% |
92% |
True |
False |
1,229 |
| 20 |
10,867.0 |
9,329.5 |
1,537.5 |
14.2% |
191.3 |
1.8% |
95% |
True |
False |
830 |
| 40 |
10,867.0 |
9,329.5 |
1,537.5 |
14.2% |
187.3 |
1.7% |
95% |
True |
False |
486 |
| 60 |
11,674.5 |
9,329.5 |
2,345.0 |
21.7% |
182.9 |
1.7% |
62% |
False |
False |
333 |
| 80 |
11,810.0 |
9,329.5 |
2,480.5 |
23.0% |
149.3 |
1.4% |
59% |
False |
False |
251 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,984.8 |
|
2.618 |
11,555.5 |
|
1.618 |
11,292.5 |
|
1.000 |
11,130.0 |
|
0.618 |
11,029.5 |
|
HIGH |
10,867.0 |
|
0.618 |
10,766.5 |
|
0.500 |
10,735.5 |
|
0.382 |
10,704.5 |
|
LOW |
10,604.0 |
|
0.618 |
10,441.5 |
|
1.000 |
10,341.0 |
|
1.618 |
10,178.5 |
|
2.618 |
9,915.5 |
|
4.250 |
9,486.3 |
|
|
| Fisher Pivots for day following 23-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
10,773.2 |
10,692.5 |
| PP |
10,754.3 |
10,593.0 |
| S1 |
10,735.5 |
10,493.5 |
|